fix gateway & order_update_interval

Author: 51bitquant

howtrader/__init__.py

@@ -1 +1 @@
-__version__ = "3.0.4-beta"
+__version__ = "3.0.5-beta"

howtrader/gateway/binance/binance_inverse_gateway.py

@@ -216,6 +216,8 @@ def on_order(self, order: OrderData) -> None:
 
         else:
             traded: Decimal = order.traded - last_order.traded
+            if traded < 0:  # filter the order is not in sequence
+                return None
             if traded > 0 or order.status != last_order.status:
                 self.orders[order.orderid] = copy(order)
                 super().on_order(copy(order))

howtrader/gateway/binance/binance_spot_gateway.py

@@ -209,6 +209,9 @@ def on_order(self, order: OrderData) -> None:
 
         else:
             traded: Decimal = order.traded - last_order.traded
+            if traded < 0: # filter the order is not in sequence
+                return None
+
             if traded > 0 or order.status != last_order.status:
                 self.orders[order.orderid] = copy(order)
                 super().on_order(copy(order))

howtrader/gateway/binance/binance_usdt_gateway.py

@@ -219,6 +219,9 @@ def on_order(self, order: OrderData) -> None:
 
         else:
             traded: Decimal = order.traded - last_order.traded
+            if traded < 0: # filter the order is not in sequence
+                return None
+
             if traded > 0 or order.status != last_order.status:
                 self.orders[order.orderid] = copy(order)
                 super().on_order(copy(order))

howtrader/trader/engine.py

@@ -475,7 +475,7 @@ def process_timer_event(self, event: Event) -> None:
             self.order_update_interval = 0
             orders: List[OrderData] = self.get_all_active_orders()
             for order in orders:
-                if order.update_time and order.datetime and (datetime.now(order.datetime.tzinfo) - order.update_time).seconds > update_interval:
+                if order.update_time and (datetime.now(order.update_time.tzinfo) - order.update_time).seconds > update_interval:
                     req = order.create_query_request()
                     self.main_engine.query_order(req, order.gateway_name)